Class InverseCumulativeStudent

Inverse cumulative Student t-distribution

todo Find/implement an efficient algorithm for evaluating the cumulative Student t-distribution, replacing the Newton iteration

Hierarchy

InverseCumulativeStudent

Implements

UnaryFunction<Real, Real>

Index

Constructors

constructor

Properties

Methods

f

Constructors

constructor

new InverseCumulativeStudent(n: Integer, accuracy?: Real, maxIterations?: Size): InverseCumulativeStudent

- Defined in ql/math/distributions/studenttdistribution.ts:89
Parameters
- n: Integer
- Default value accuracy: Real = 0.000001
- Default value maxIterations: Size = 50
Returns InverseCumulativeStudent

Properties

Private _accuracy

_accuracy: Real = 0.000001

Private _d

_d: StudentDistribution

Private _f

_f: CumulativeStudentDistribution

Private _maxIterations

_maxIterations: Size = 50

Methods

f

f(y: Real): Real

- Defined in ql/math/distributions/studenttdistribution.ts:95
Parameters
- y: Real
Returns Real